Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,885.75 |
1,887.00 |
1.25 |
0.1% |
1,866.75 |
High |
1,891.00 |
1,889.00 |
-2.00 |
-0.1% |
1,877.25 |
Low |
1,884.50 |
1,874.75 |
-9.75 |
-0.5% |
1,847.25 |
Close |
1,887.00 |
1,878.00 |
-9.00 |
-0.5% |
1,866.00 |
Range |
6.50 |
14.25 |
7.75 |
119.2% |
30.00 |
ATR |
17.38 |
17.16 |
-0.22 |
-1.3% |
0.00 |
Volume |
3,755 |
2,115 |
-1,640 |
-43.7% |
15,076 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.25 |
1,915.00 |
1,885.75 |
|
R3 |
1,909.00 |
1,900.75 |
1,882.00 |
|
R2 |
1,894.75 |
1,894.75 |
1,880.50 |
|
R1 |
1,886.50 |
1,886.50 |
1,879.25 |
1,883.50 |
PP |
1,880.50 |
1,880.50 |
1,880.50 |
1,879.00 |
S1 |
1,872.25 |
1,872.25 |
1,876.75 |
1,869.25 |
S2 |
1,866.25 |
1,866.25 |
1,875.50 |
|
S3 |
1,852.00 |
1,858.00 |
1,874.00 |
|
S4 |
1,837.75 |
1,843.75 |
1,870.25 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.50 |
1,939.75 |
1,882.50 |
|
R3 |
1,923.50 |
1,909.75 |
1,874.25 |
|
R2 |
1,893.50 |
1,893.50 |
1,871.50 |
|
R1 |
1,879.75 |
1,879.75 |
1,868.75 |
1,871.50 |
PP |
1,863.50 |
1,863.50 |
1,863.50 |
1,859.50 |
S1 |
1,849.75 |
1,849.75 |
1,863.25 |
1,841.50 |
S2 |
1,833.50 |
1,833.50 |
1,860.50 |
|
S3 |
1,803.50 |
1,819.75 |
1,857.75 |
|
S4 |
1,773.50 |
1,789.75 |
1,849.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,891.00 |
1,855.25 |
35.75 |
1.9% |
14.25 |
0.8% |
64% |
False |
False |
2,904 |
10 |
1,891.00 |
1,847.25 |
43.75 |
2.3% |
15.50 |
0.8% |
70% |
False |
False |
2,824 |
20 |
1,891.00 |
1,833.00 |
58.00 |
3.1% |
15.50 |
0.8% |
78% |
False |
False |
2,877 |
40 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.75 |
1.0% |
86% |
False |
False |
2,699 |
60 |
1,891.00 |
1,796.50 |
94.50 |
5.0% |
18.25 |
1.0% |
86% |
False |
False |
1,895 |
80 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
18.75 |
1.0% |
92% |
False |
False |
1,496 |
100 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
16.25 |
0.9% |
92% |
False |
False |
1,225 |
120 |
1,891.00 |
1,719.25 |
171.75 |
9.1% |
14.25 |
0.8% |
92% |
False |
False |
1,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.50 |
2.618 |
1,926.25 |
1.618 |
1,912.00 |
1.000 |
1,903.25 |
0.618 |
1,897.75 |
HIGH |
1,889.00 |
0.618 |
1,883.50 |
0.500 |
1,882.00 |
0.382 |
1,880.25 |
LOW |
1,874.75 |
0.618 |
1,866.00 |
1.000 |
1,860.50 |
1.618 |
1,851.75 |
2.618 |
1,837.50 |
4.250 |
1,814.25 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,882.00 |
1,879.00 |
PP |
1,880.50 |
1,878.75 |
S1 |
1,879.25 |
1,878.50 |
|